Category Archives: PubfacSelectedPayaI

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018By coralio

Testing for speculative bubbles using spot and forward prices

Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2017By coralio

Wealth fluctuations and investment in risky assets: The UK micro evidence on household asset allocation

Paya I. and P. Wang
Journal of Empirical Finance – 2016

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2016By coralio

Episodes of exuberance in housing markets: in search of the smoking gun”

Pavlidis E., Yusupova A., Paya I., Peel D., Martinez-Garcia E. and V. Grossman
Journal of Real Estate Finance and Economics – 2016

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2016By coralio

Pure higher-order effects in the portfolio choice model

Ñiguez T.M., Paya, I. and D. Peel.
Finance Research Letters – 2016

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2016By coralio

Testing for linear and nonlinear Granger causality in the real exchange rate – consumption relation

Pavlidis E., Paya I. and D. Peel
Economics Letters – 2015

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2015By coralio

Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study

Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013

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Nonlinear dynamics in economics and finance and unit root testing

Pavlidis E., Paya I., Peel D. and C. Siriopoulos
European
Journal of Finance – 2013

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Forecasting monetary policy rules in South Africa

Naraidoo R. and I. Paya
International Journal of Forecasting – 2012

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio

On the stability of CRRA utility under high degrees of uncertainty

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Economics Letters – 2012

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio